A burnt diamond will take on a white cloudy look, very milky and non-see through for the most part. When you say 'change color' if you mean the diamond was a clear color (e.g. DEFG) and is now more yellowish looking ...I don't think that is possible. Also, it takes very high temperatures for diamonds to burn, so it would need to be something like a house fire or a jeweler's torch..I don't think you can just carelessly burn the stone from a second of exposure to something somewhat hot.
Hope this helps. If the diamond is in fact burnt, you can have it repolished, you will lose some of the diamond's weight in the polishing process but it should not be a significant amount. When the diamond has been re-polished, it will appear as though it had never been damaged.
" src="http://www.pricescope.com/idealbb/images/smilies/34.gif" align="absMiddle border=0">In theory the carbon of a diamond can be turned into co2 in the right conditions. This will turn the dimend to smoke and ash. I think.